On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills

EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*

1970 • 15,798 citations

CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*

1964 • 15,720 citations

The arbitrage theory of capital asset pricing

1976 • 7,056 citations

An Intertemporal Capital Asset Pricing Model

1973 • 6,653 citations

Efficient Capital Markets: II

1991 • 5,145 citations

Equilibrium in a Capital Asset Market

1966 • 4,832 citations

Nonparametrics: Statistical Methods Based on Ranks

1979 • 3,437 citations

SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION*

1965 • 1,803 citations

How to Use Security Analysis to Improve Portfolio Selection

1973 • 841 citations

A New Approach to Estimating Switching Regressions

1972 • 578 citations

On Market Timing and Investment Performance Part I: An Equilibrium Theory of Value for Market Forecasts

2011 • 555 citations

Capital Markets: Theory and Evidence

2003 • 292 citations

The Investment Performance of Mutual Funds: An Empirical Investigation of Timing, Selectivity, and Market Efficiency

1979 • 173 citations

PORTFOLIO PERFORMANCE AND THE “COST” OF TIMING DECISIONS

1977 • 105 citations

Optimal Utilization Of Market Forecasts And The Evaluation Of Investment Performance

2003 • 97 citations